+10.6%
TMO vs WING
-33.2%
+43.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.0% | -4.9% | +0.4% |
| 7D | -0.6% | +7.2% | -7.9% | -1.5% |
| 30D | +1.1% | +4.8% | -3.7% | +0.3% |
| 3M | +28.3% | -23.7% | +52.0% | +32.0% |
| 6M | +23.3% | -43.6% | +66.8% | +31.2% |
| YTD | +5.5% | -50.6% | +56.0% | +13.6% |
| 1Y | +24.5% | -57.0% | +81.6% | +36.0% |
| 3Y | +19.6% | -28.3% | +47.8% | +13.7% |
| All | +10.6% | -33.2% | +43.8% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded WING wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling